AbstractA sufficient condition is developed for partial sums of a function of a stationary, ergodic Markov chain to be asymptotically normal. For Bernoulli and Lebesgue shifts, the condition may be related to the Fourier coefficients of the given function; and the latter condition is shown to be satisfied by most square integrable functions in the case of Bernoulli shifts
In the memory of José de Sam LazaroInternational audienceWe compute some dependence coefficients for...
International audienceConsider an irreducible, aperiodic and positive recurrent discrete time Markov...
AbstractWe consider a class of discrete parameter Markov processes on a complete separable metric sp...
A sufficient condition is developed for partial sums of a function of a stationary, ergodic Markov c...
AbstractA sufficient condition is developed for partial sums of a function of a stationary, ergodic ...
A simple sufficient condition for the Central Limit Theorem for functionals of Harris ergodic Markov...
AbstractA simple sufficient condition for the Central Limit Theorem for functionals of Harris ergodi...
Local and global central limit theorems are proved for stationary ergodic sequences $X\sb1,X\sb2,\cd...
Let X-0,X-1,... be a geometrically ergodic Markov chain with state space X and stationary distributi...
International audienceWe revisit functional central limit theorems for additive functionals of ergod...
AbstractThe proofs of various central limit theorems for strictly stationary sequences of random var...
A local limit theorem is proved for partial sums of a hidden Markov chain, assuming lobal asymptotic...
The central limit theorem (CLT) for stationary ergodic Markov chains is investigated. We give a shor...
Consider the partial sums {St} of a real-valued functional F(Φ(t)) of a Markov chain {Φ(0)} with val...
Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a f...
In the memory of José de Sam LazaroInternational audienceWe compute some dependence coefficients for...
International audienceConsider an irreducible, aperiodic and positive recurrent discrete time Markov...
AbstractWe consider a class of discrete parameter Markov processes on a complete separable metric sp...
A sufficient condition is developed for partial sums of a function of a stationary, ergodic Markov c...
AbstractA sufficient condition is developed for partial sums of a function of a stationary, ergodic ...
A simple sufficient condition for the Central Limit Theorem for functionals of Harris ergodic Markov...
AbstractA simple sufficient condition for the Central Limit Theorem for functionals of Harris ergodi...
Local and global central limit theorems are proved for stationary ergodic sequences $X\sb1,X\sb2,\cd...
Let X-0,X-1,... be a geometrically ergodic Markov chain with state space X and stationary distributi...
International audienceWe revisit functional central limit theorems for additive functionals of ergod...
AbstractThe proofs of various central limit theorems for strictly stationary sequences of random var...
A local limit theorem is proved for partial sums of a hidden Markov chain, assuming lobal asymptotic...
The central limit theorem (CLT) for stationary ergodic Markov chains is investigated. We give a shor...
Consider the partial sums {St} of a real-valued functional F(Φ(t)) of a Markov chain {Φ(0)} with val...
Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a f...
In the memory of José de Sam LazaroInternational audienceWe compute some dependence coefficients for...
International audienceConsider an irreducible, aperiodic and positive recurrent discrete time Markov...
AbstractWe consider a class of discrete parameter Markov processes on a complete separable metric sp...
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